+22.7%
SYY vs KMX
-54.8%
+77.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +1.5% | -3.4% | +4.9% | +2.1% |
| 30D | -2.3% | +4.0% | -6.3% | -3.0% |
| 3M | +5.5% | +24.8% | -19.3% | +1.3% |
| 6M | -1.0% | +43.6% | -44.6% | -7.7% |
| YTD | +14.1% | +56.6% | -42.5% | +4.5% |
| 1Y | +5.6% | +2.2% | +3.3% | +3.0% |
| 3Y | +27.9% | -25.4% | +53.3% | +29.5% |
| 5Y | +22.7% | -55.0% | +77.7% | +37.5% |
| All | +22.7% | -54.8% | +77.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling